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PSK vs. FLEH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSK and FLEH is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

PSK vs. FLEH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR ICE Preferred Securities ETF (PSK) and Franklin FTSE Europe Hedged ETF (FLEH). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
11.04%
48.13%
PSK
FLEH

Key characteristics

Returns By Period


PSK

YTD

-1.62%

1M

-2.85%

6M

-6.17%

1Y

0.45%

5Y*

0.53%

10Y*

2.55%

FLEH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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PSK vs. FLEH - Expense Ratio Comparison

PSK has a 0.45% expense ratio, which is higher than FLEH's 0.09% expense ratio.


Expense ratio chart for PSK: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSK: 0.45%
Expense ratio chart for FLEH: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLEH: 0.09%

Risk-Adjusted Performance

PSK vs. FLEH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSK
The Risk-Adjusted Performance Rank of PSK is 3434
Overall Rank
The Sharpe Ratio Rank of PSK is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of PSK is 3333
Sortino Ratio Rank
The Omega Ratio Rank of PSK is 3131
Omega Ratio Rank
The Calmar Ratio Rank of PSK is 3636
Calmar Ratio Rank
The Martin Ratio Rank of PSK is 3333
Martin Ratio Rank

FLEH
The Risk-Adjusted Performance Rank of FLEH is 6161
Overall Rank
The Sharpe Ratio Rank of FLEH is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEH is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FLEH is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FLEH is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FLEH is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSK vs. FLEH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR ICE Preferred Securities ETF (PSK) and Franklin FTSE Europe Hedged ETF (FLEH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for PSK, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.00
PSK: 0.19
The chart of Sortino ratio for PSK, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
PSK: 0.35
The chart of Omega ratio for PSK, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
PSK: 1.04
The chart of Calmar ratio for PSK, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.00
PSK: 0.16
FLEH: 0.00
The chart of Martin ratio for PSK, currently valued at 0.48, compared to the broader market0.0020.0040.0060.00
PSK: 0.48


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.19
1.00
PSK
FLEH

Dividends

PSK vs. FLEH - Dividend Comparison

PSK's dividend yield for the trailing twelve months is around 6.76%, while FLEH has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PSK
SPDR ICE Preferred Securities ETF
6.76%6.55%6.44%6.55%5.03%5.08%5.44%6.47%6.91%5.92%5.35%5.65%
FLEH
Franklin FTSE Europe Hedged ETF
0.00%1.88%3.25%1.84%3.03%1.94%6.06%12.17%0.07%0.00%0.00%0.00%

Drawdowns

PSK vs. FLEH - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.40%
-0.91%
PSK
FLEH

Volatility

PSK vs. FLEH - Volatility Comparison

SPDR ICE Preferred Securities ETF (PSK) has a higher volatility of 4.06% compared to Franklin FTSE Europe Hedged ETF (FLEH) at 0.00%. This indicates that PSK's price experiences larger fluctuations and is considered to be riskier than FLEH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
4.06%
0
PSK
FLEH